I have not long signed up for the automatic bank feeds.
As far as I am aware should update automatically overnight. Mine does not do this.
Is it because when I log into my bank I need a code from my bank token?

Yes. Yodlee essentially works by screen-scraping your regular internet banking. If you need to generate a one-time code to log in then so does Yodlee, so it can’t update automatically without your help.